NYMEX Light Sweet Crude Oil Future July 2014

Trading Metrics calculated at close of trading on 20-May-2013

Day Change Summary
	Previous	Current
	17-May-2013	20-May-2013	Change	Change %	Previous Week
Open	91.98	92.32	0.34	0.4%	91.11
High	91.98	92.32	0.34	0.4%	92.07
Low	91.98	92.32	0.34	0.4%	90.20
Close	91.98	92.32	0.34	0.4%	91.98
Range
ATR	0.95	0.90	-0.04	-4.6%	0.00
Volume	2,066	804	-1,262	-61.1%	5,362

Daily Pivots for day following 20-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	92.32	92.32	92.32
R3	92.32	92.32	92.32
R2	92.32	92.32	92.32
R1	92.32	92.32	92.32	92.32
PP	92.32	92.32	92.32	92.32
S1	92.32	92.32	92.32	92.32
S2	92.32	92.32	92.32
S3	92.32	92.32	92.32
S4	92.32	92.32	92.32

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.03	96.37	93.01
R3	95.16	94.50	92.49
R2	93.29	93.29	92.32
R1	92.63	92.63	92.15	92.96
PP	91.42	91.42	91.42	91.58
S1	90.76	90.76	91.81	91.09
S2	89.55	89.55	91.64
S3	87.68	88.89	91.47
S4	85.81	87.02	90.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.32	90.20	2.12	2.3%	0.67	0.7%	100%	True	False	1,062
10	92.32	90.20	2.12	2.3%	0.50	0.5%	100%	True	False	1,033
20	92.32	87.20	5.12	5.5%	0.25	0.3%	100%	True	False	868
40	93.35	84.98	8.37	9.1%	0.13	0.1%	88%	False	False	697

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17

Fibonacci Retracements and Extensions
4.250	92.32
2.618	92.32
1.618	92.32
1.000	92.32
0.618	92.32
HIGH	92.32
0.618	92.32
0.500	92.32
0.382	92.32
LOW	92.32
0.618	92.32
1.000	92.32
1.618	92.32
2.618	92.32
4.250	92.32

Fisher Pivots for day following 20-May-2013
Pivot	1 day	3 day
R1	92.32	91.97
PP	92.32	91.61
S1	92.32	91.26

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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